Heat Kernels for Isotropic-Like Markov Generators on Ultrametric Spaces: a Survey

Let (X, d) be a locally compact separable ultrametric space. Let D be the set of all locally constant functions having compact support. Given a measure m and a symmetric function J(x, y) we consider the linear operator L^Jf(x) = ∫(f(x) ? f(y)) J(x, y)dm(y) defined on the set D. When J(x, y) is isotropic and satisfies certain conditions, the operator (?L^J, D) acts in L²(X,m), is essentially self-adjoint and extends as a self-adjoint Markov generator, its Markov semigroup admits a continuous heat kernel p^J (t, x, y). When J(x, y) is not isotropic but uniformly in x, y is comparable to isotropic function J(x, y) as above the operator (?L^J, D) extends in L²(X,m) as a self-adjointMarkov generator, its Markov semigroup admits a continuous heat kernel p^J(t, x, y), and the function p^J(t, x, y) is uniformly comparable in t, x, y to the function p^J(t, x, y), the heat kernel related to the operator (?L^J,D).     

A Markov copula model with regime switching and its application

Regime switching, which is described by a Markov chain, is introduced in a Markov copula model. We prove that the marginals (X,H ⁱ ), i = 1, 2, 3 of the Markov copula model (X,H) are still Markov processes and have martingale property. In this proposed model, a pricing formula of credit default swap (CDS) with bilateral counterparty risk is derived.     

On the Conservativeness of Some Markov Processes

We give a unified method to obtain the conservativeness of a class of Markov processes associated with lower bounded semi-Dirichlet forms on L ²(X;m), including symmetric diffusion processes, some non-symmetric diffusion processes and jump type Markov processes on X, where X is a locally compact separable metric space and m is a positive Radon measure on X with full topological support. Using the method, we give an example in each section, providing the conservativeness of the processes, that are given by the “increasingness of the volume of some sets(balls)” and “that of the coefficients on the sets” of the Markov processes.     

On the length of a finite group and of its 2-generator subgroups

The nonsoluble length λ(G) of a finite group G is defined as the minimum number of nonsoluble factors in a normal series of G each of whose quotients either is soluble or is a direct product of nonabelian simple groups. The generalized Fitting height of a finite group G is the least number h = h* (G) such that F* _h (G) = G, where F* ₁ (G) = F* (G) is the generalized Fitting subgroup, and F* _i+1(G) is the inverse image of F* (G/F*_i (G)). In the present paper we prove that if λ(J) ≤ k for every 2-generator subgroup J of G, then λ(G) ≤ k. It is conjectured that if h* (J) ≤ k for every 2-generator subgroup J, then h* (G) ≤ k. We prove that if h* (〈x, x^g 〉) ≤ k for allx, g ∈ G such that 〈x, x^g 〉 is soluble, then h* (G) is k-bounded.     

Markov Chains on Graded Posets

We consider two types of discrete-time Markov chains where the state space is a graded poset and the transitions are taken along the covering relations in the poset. The first type of Markov chain goes only in one direction, either up or down in the poset (an up chain or down chain). The second type toggles between two adjacent rank levels (an up-and-down chain). We introduce two compatibility concepts between the up-directed transition probabilities (an up rule) and the down-directed (a down rule), and we relate these to compatibility between up-and-down chains. This framework is used to prove a conjecture about a limit shape for a process on Young’s lattice. Finally, we settle the questions whether the reverse of an up chain is a down chain for some down rule and whether there exists an up or down chain at all if the rank function is not bounded.     

Markov type constants,flat tori and Wasserstein spaces

Let \(M_p(X,T)\) denote the Markov type p constant at time T of a metric space X, where \(p \ge 1\). We show that \(M_p(Y,T) \le M_p(X,T)\) in each of the following cases: (a) X and Y are geodesic spaces and Y is covered by X via a finite-sheeted locally isometric covering, (b) Y is the quotient of X by a finite group of isometries, (c) Y is the \(L^p\)-Wasserstein space over X. As an application of (a) we show that all compact flat manifolds have Markov type 2 with constant 1. In particular the circle with its intrinsic metric has Markov type 2 with constant 1. This answers the question raised by S.-I. Ohta and M. Pichot. Parts (b) and (c) imply new upper bounds for Markov type constants of the \(L^p\)-Wasserstein space over \({\mathbb {R}}^d\). These bounds were conjectured by A. Andoni, A. Naor and O. Neiman. They imply certain restrictions on bi-Lipschitz embeddability of snowflakes into such Wasserstein spaces.     

An Extension of a Simply Inequality Between von Neumann–Jordan and James Constants in Banach Spaces

For a non-trivial Banach space X, let J(X), CNJ(X), C_(NJ)~(p)(X) respectively stand for the James constant, the von Neumann–Jordan constant and the generalized von Neumann–Jordan constant recently inroduced by Cui et al. In this paper, we discuss the relation between the James and the generalized von Neumann–Jordan constants, and establish an inequality between them: C_(NJ)~(p)(X) ≤J(X) with p ≥ 2, which covers the well-known inequality CNJ(X) ≤ J(X). We also introduce a new constant, from which we establish another inequality that extends a result of Alonso et al.     

A note on transitively <Emphasis Type="Italic">D</Emphasis>-spaces

In this note, we show that if for any transitive neighborhood assignment φ for X there is a point-countable refinement ? such that for any non-closed subset A of X there is some V ∈ ? such that |V ∩ A| ? ω, then X is transitively D. As a corollary, if X is a sequential space and has a point-countable wcs*-network then X is transitively D, and hence if X is a Hausdorff k-space and has a point-countable k-network, then X is transitively D. We prove that if X is a countably compact sequential space and has a pointcountable wcs*-network, then X is compact. We point out that every discretely Lindelöf space is transitively D. Let (X, τ) be a space and let (X, ?) be a butterfly space over (X, τ). If (X, τ) is Fréchet and has a point-countable wcs*-network (or is a hereditarily meta-Lindelöf space), then (X, ?) is a transitively D-space.     

Right Markov Processes and Systems of Semilinear Equations with Measure Data

In the paper we prove the existence of probabilistic solutions to systems of the form ?Au = F(x, u) + μ, where F satisfies a generalized sign condition and μ is a smooth measure. As for A we assume that it is a generator of a Markov semigroup determined by a right Markov process whose resolvent is order compact on L¹. This class includes local and nonlocal operators corresponding to Dirichlet forms as well as some operators which are not in the variational form. To study the problem we introduce new concept of compactness property relating the underlying Markov process to almost everywhere convergence. We prove some useful properties of the compactness property and provide its characterization in terms of Meyer’s property (L) of Markov processes and in terms of order compactness of the associated resolvent.     

Waiting times and stopping probabilities for patterns in Markov chains

Suppose that C is a finite collection of patterns. Observe a Markov chain until one of the patterns in C occurs as a run. This time is denoted by τ. In this paper, we aim to give an easy way to calculate the mean waiting time E(τ) and the stopping probabilities P(τ = τA)with A ∈ C, where τA is the waiting time until the pattern A appears as a run.     

Structure of Abelian rings

Let R be a ring with identity. We use J(R); G(R); and X(R) to denote the Jacobson radical, the group of all units, and the set of all nonzero nonunits in R; respectively. A ring is said to be Abelian if every idempotent is central. It is shown, for an Abelian ring R and an idempotent-lifting ideal N ? J(R) of R; that R has a complete set of primitive idempotents if and only if R/N has a complete set of primitive idempotents. The structure of an Abelian ring R is completely determined in relation with the local property when X(R) is a union of 2; 3; 4; and 5 orbits under the left regular action on X(R) by G(R): For a semiperfect ring R which is not local, it is shown that if G(R) is a cyclic group with 2 ∈ G(R); then R is finite. We lastly consider two sorts of conditions for G(R) to be an Abelian group.     

Algorithm for approximating solutions of Hammerstein integral equations with maximal monotone operators

Let X be a uniformly convex and uniformly smooth real Banach space with dual space X*. Let F: X → X* and K: X* → X be bounded monotone mappings such that the Hammerstein equation u + KFu = 0 has a solution. An explicit iteration sequence is constructed and proved to converge strongly to a solution of this equation.     

On the singularity of Quillen metrics

Let π: X → S be a holomorphic map from a compact Kähler manifold (X,g _X ) to a compact Riemann surface S. Let Σ_π be the critical locus of π and let Δ  =  π(Σ_π) be the discriminant locus. Let (ξ, h _ξ) be a holomorphic Hermitian vector bundle on X. We determine the singularity of the Quillen metric on det Rπ_*ξ near Δ with respect to g _X | _TX/S and h _ξ.     

Testing for change in the mean via convergence in distribution of sup-functionals of weighted tied-down partial sums processes

Let X ₁,..., X _n, n > 1, be nondegenerate independent chronologically ordered realvalued observables with finite means. Consider the “no-change in the mean” null hypothesis H ₀: X ₁,..., X _n is a randomsample on X with Var X <∞. We revisit the problem of nonparametric testing for H ₀ versus the “at most one change (AMOC) in the mean” alternative hypothesis H _A: there is an integer k*, 1 ≤ k* < n, such that EX ₁ = · · · = EX_k* ≠ EX_k*+1 = ··· = EX _n. A natural way of testing for H ₀ versus H _A is via comparing the sample mean of the first k observables to the sample mean of the last n - k observables, for all possible times k of AMOC in the mean, 1 ≤ k < n. In particular, a number of such tests in the literature are based on test statistics that are maximums in k of the appropriately individually normalized absolute deviations Δ_k = |S _k/k - (S _n - S _k)/(n - k)|, where S _k:= X ₁ + ··· + X _k. Asymptotic distributions of these test statistics under H ₀ as n → ∞ are obtained via establishing convergence in distribution of supfunctionals of respectively weighted |Z _n(t)|, where {Z _n(t), 0 ≤ t ≤ 1}_n≥1 are the tied-down partial sums processes such that

$${Z_n}\left( t \right): = \left( {{S_{\left\lceil {\left( {n + 1} \right)t} \right\rceil }} - \left[ {\left( {n + 1} \right)t} \right]{S_n}/n} \right)/\sqrt n $$

if 0 ≤ t < 1, and Z _n(t):= 0 if t = 1. In the present paper, we propose an alternative route to nonparametric testing for H ₀ versus H _A via sup-functionals of appropriately weighted |Z _n(t)|. Simply considering max_1?k<n Δk as a prototype test statistic leads us to establishing convergence in distribution of special sup-functionals of |Z _n(t)|/(t(1 - t)) under H ₀ and assuming also that E|X|^r < ∞ for some r > 2. We believe the weight function t(1 - t) for sup-functionals of |Z _n(t)| has not been considered before.

     

Recurrent Dirichlet Forms and Markov Property of Associated Gaussian Fields

For the extended Dirichlet space \(\mathcal {F}_{e}\) of a general irreducible recurrent regular Dirichlet form \((\mathcal {E},\mathcal {F})\) on L ²(E;m), we consider the family \(\mathbb {G}(\mathcal {E})=\{X_{u};u\in \mathcal {F}_{e}\}\) of centered Gaussian random variables defined on a probability space \(({\Omega }, \mathcal {B}, \mathbb {P})\) indexed by the elements of \(\mathcal {F}_{e}\) and possessing the Dirichlet form \(\mathcal {E}\) as its covariance. We formulate the Markov property of the Gaussian field \(\mathbb {G}(\mathcal {E})\) by associating with each set A ? E the sub-σ-field σ(A) of \(\mathcal {B}\) generated by X _u for every \(u\in \mathcal {F}_{e}\) whose spectrum s(u) is contained in A. Under a mild absolute continuity condition on the transition function of the Hunt process associated with \((\mathcal {E}, \mathcal {F})\), we prove the equivalence of the Markov property of \(\mathbb {G}(\mathcal {E})\) and the local property of \((\mathcal {E},\mathcal {F})\). One of the key ingredients in the proof is in that we construct potentials of finite signed measures of zero total mass and show that, for any Borel set B with m(B) >?0, any function \(u\in \mathcal {F}_{e}\) with s(u) ? B can be approximated by a sequence of potentials of measures supported by B.     

On the radical for some class of Banach algebras

Let A be a complex Banach algebra. It is well known that the second dual A** of A can be equipped with a multiplication that extends the original multiplication on A and makes A** a Banach algebra. We show that Rad(A) = ^⊥(A ^* · A) and Rad(A ^**) = (A ^* · A)^⊥ for some classes of Banach algebras A with scattered structure space. Some applications of these results are given.     

Calculating the Isotropic Subspace of a Symmetric Quasi-Definite Matrix

Solutions to the sesquilinear matrix equation X*DX + AX + X*B + C = 0, where all matrices are of size n × n, are put in correspondence with n-dimensional neutral (or isotropic) subspaces of the associated matrix M of order 2n. A way of constructing such subspaces is proposed for when M is a symmetric quasi-definite matrix of the (n, n) type.     

Traces of Quantized Canonical Transformations Localized on a Finite Set of Points

For an embedding i : X ? M of smooth manifolds and a Fourier integral operator Φ on M defined as the quantization of a canonical transformation g: T*M \ {0} → T*M \ {0}, we consider the operator i*Φi* on the submanifold X, where i* and i_* are the boundary and coboundary operators corresponding to the embedding i. We present conditions on the transformation g under which such an operator has the form of a Fourier integral operator associated with the fiber of the cotangent bundle over a point. We obtain an explicit formula for calculating the amplitude of this operator in local coordinates.     

Remarks on discretely absolutely star-Lindelöf spaces

In this paper, we prove the following statements(1) There exists a Hausdorff Lindelöf space X such that the Alexandroff duplicate A(X) of X is not discretely absolutely star-Lindelöf.(2) If X is a regular Lindelöf space, then A(X) is discretely absolutely star-Lindelöf.(3) If X is a normal discretely star-Lindelöf space with e(X) < ω ₁, then A(X) is discretely absolutely star-Lindelöf.